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jsalvatier comments on Exercise isn't necessarily good for people - Less Wrong Discussion
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I am also a little skeptical that they've done a good job of separating within person variation and between person variation. However I think a multimodal distribution is the wrong way to look for this (I think multimodal distributions are rare). Your second suggestion is much better.
I suppose; I was taking the view that there were different classes of responders, when it could be the case that each person has some "response to exercise" number that smoothly varies from -.2 to 1, or whatever, in which case you wouldn't see a multimodal distribution (but you would still see high test-retest reliability).